+27.9%
AG vs PR
+68.0%
-40.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +2.1% |
| 7D | +6.3% | -16.4% | +22.7% | +3.7% |
| 30D | -8.9% | -1.9% | -7.1% | -9.5% |
| 3M | -12.2% | +8.0% | -20.2% | -10.8% |
| 6M | -28.3% | +4.1% | -32.4% | -26.9% |
| YTD | -8.8% | +58.7% | -67.5% | -6.5% |
| All | +27.9% | +68.0% | -40.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling